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Bootstrap methods for time series
Härdle, Wolfgang; Horowitz, Joel; Kreiß, Jens-Peter - 2001
Persistent link: https://www.econbiz.de/10001606200
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Testing a parametric model against a semiparametric alternative
Horowitz, Joel - In: Econometric theory 10 (1994) 5, pp. 821-848
Persistent link: https://www.econbiz.de/10001175056
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Bootstrap methods for time series
Härdle, Wolfgang; Horowitz, Joel; Kreiß, Jens-Peter - 2001
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one’s data or a model estimated from the data. The methods that are available for implementing the bootstrap and the accuracy of bootstrap estimates depend on whether the data are a random...
Persistent link: https://www.econbiz.de/10009614877
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Bootstrap methods for time series
Härdle, Wolfgang; Horowitz, Joel; Kreiß, Jens-Peter - In: International statistical review : a journal of the … 71 (2003) 1, pp. 435-459
Persistent link: https://www.econbiz.de/10001779873
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Nonparametric estimation of a generalized additive model with an unknown link function
Horowitz, Joel - 1998
Persistent link: https://www.econbiz.de/10000996286
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Bootstrap methods for covariance structures
Horowitz, Joel - In: Journal of human resources : JHR 33 (1998) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10001337495
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Bootstrapp methods in econometrics : theory and numerical performance
Horowitz, Joel - 1997
Persistent link: https://www.econbiz.de/10001328731
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Bootstrap-based critical values for the information matrix test
Horowitz, Joel - In: Journal of econometrics 61 (1994) 2, pp. 395-411
Persistent link: https://www.econbiz.de/10001155760
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The role of the list price in housing markets : theory and an econometric model
Horowitz, Joel - In: Journal of applied econometrics 7 (1992) 2, pp. 115-129
Persistent link: https://www.econbiz.de/10001130936
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Comments on "bootstrapping time series models"
Horowitz, Joel - In: Econometric reviews 15 (1996) 2, pp. 165-168
Persistent link: https://www.econbiz.de/10001198921